-79.2%
BHR vs VT
+221.8%
-301.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.5% |
| 7D | +10.9% | +2.4% | +8.5% | +6.6% |
| 30D | +32.1% | -1.5% | +33.6% | +35.1% |
| 3M | -14.4% | -4.1% | -10.2% | -8.9% |
| 6M | -31.6% | +0.6% | -32.2% | -34.1% |
| YTD | -39.7% | +11.0% | -50.8% | -51.3% |
| 1Y | -35.0% | +13.3% | -48.4% | -49.5% |
| 3Y | +4.6% | +73.4% | -68.8% | -61.3% |
| 5Y | -58.0% | +57.4% | -115.4% | -80.9% |
| All | -79.2% | +221.8% | -301.0% | -96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling